+443.7%
APLD vs IJH
+55.3%
+388.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.5% |
| 7D | +4.1% | +0.1% | +3.9% | +3.9% |
| 30D | -11.7% | -1.5% | -10.2% | -8.5% |
| 3M | -40.3% | +0.8% | -41.0% | -40.1% |
| 6M | -8.0% | +7.6% | -15.5% | -17.3% |
| YTD | +7.5% | +15.5% | -7.9% | -15.5% |
| 1Y | +84.0% | +16.9% | +67.1% | +40.1% |
| 3Y | +356.2% | +48.1% | +308.2% | +132.7% |
| All | +443.7% | +55.3% | +388.4% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IJH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling